-3.2%
AON vs COO
-12.9%
+9.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | -2.4% | -2.3% | 0.0% | -1.8% |
| 30D | +22.8% | +13.3% | +9.5% | +19.7% |
| 3M | -5.3% | -18.1% | +12.7% | -1.5% |
| 6M | +8.4% | +6.7% | +1.7% | +7.9% |
| YTD | -3.9% | -23.2% | +19.3% | -0.4% |
| All | -3.2% | -12.9% | +9.7% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded COO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling